Limit theorems for excursion sets of stationary random fields

Evgeny Spodarev

Published 2013-07-23Version 1

We give an overview of the recent asymptotic results on the geometry of excursion sets of stationary random fields. Namely, we cover a number of limit theorems of central type for the volume of excursions of stationary (quasi--, positively or negatively) associated random fields with stochastically continuous realizations for a fixed excursion level. This class includes in particular Gaussian, Poisson shot noise, certain infinitely divisible, $\alpha$--stable and max--stable random fields satisfying some extra dependence conditions. Functional limit theorems (with the excursion level being an argument of the limiting Gaussian process) are reviewed as well. For stationary isotropic $C^1$--smooth Gaussian random fields similar results are available also for the surface area of the excursion set. Statistical tests of Gaussianity of a random field which are of importance to real data analysis as well as results for an increasing excursion level round up the paper.